+271.8%
WPM vs SPXS
-79.5%
+351.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.4% | +1.4% |
| 7D | +3.9% | +1.2% | +2.6% | +4.2% |
| 30D | +17.7% | +5.2% | +12.5% | +19.3% |
| 3M | +39.4% | -9.2% | +48.6% | +37.4% |
| 6M | +6.4% | -29.6% | +36.0% | +0.7% |
| YTD | +34.0% | -27.6% | +61.6% | +27.9% |
| 1Y | +50.5% | -36.7% | +87.2% | +41.1% |
| All | +271.8% | -79.5% | +351.2% | +199.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SPXS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling